+374.4%
FIBK vs SPY
+757.7%
-383.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +1.0% | -0.6% | +1.6% | +1.5% |
| 30D | +11.4% | -3.7% | +15.1% | +15.4% |
| 3M | +2.9% | -2.7% | +5.7% | +5.5% |
| 6M | +8.3% | +2.2% | +6.1% | +5.6% |
| YTD | +15.4% | +10.8% | +4.6% | +4.0% |
| 1Y | +24.8% | +11.2% | +13.6% | +12.1% |
| 3Y | +95.1% | +76.5% | +18.6% | +13.8% |
| 5Y | +18.6% | +72.9% | -54.4% | -30.3% |
| 10Y | +70.6% | +304.8% | -234.2% | -57.1% |
| All | +374.4% | +757.7% | -383.3% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling